Assuming your using Windows you can try accessing the task manager to see if it might be listed as an application.
Use the Task Manager's Processes tab to close any messenger programs (msnmsgr.exe or similar).
Jilly love wrote:
I am trying to install Adobe flash player and need to "close Live messenger" How do I do this? I've tried uninstalling it but Live messenger isn't on the list of programs.
Right click the Live Messenger icon in the system tray where you see the clock and choose Exit.